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Delaware Extended Duration Bond C (DEECX)
On
Dec 24
:
5.91
0.03
(0.51%)
MORE ON DEECX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
9.07%
Worst 1 Yr Total Return
(2008)
:
-3.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DEECX
Category
Alpha (against Standard Index)
-6.88
-4.19
Beta (against Standard Index)
2.95
1.94
Mean Annual Return
6.53
0.49
R-squared (against Standard Index)
75
60.69
Standard Deviation
13.97
10.12
Sharpe Ratio
0.36
N/A
Treynor Ratio
1.45
N/A
5 Years
Statistic
DEECX
Category
Alpha (against Standard Index)
-3.13
-2.36
Beta (against Standard Index)
2.77
1.75
Mean Annual Return
6.17
0.41
R-squared (against Standard Index)
76
59.74
Standard Deviation
11.59
8.28
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.15
N/A
10 Years
Statistic
DEECX
Category
Alpha (against Standard Index)
-2.07
-2.17
Beta (against Standard Index)
2.20
1.86
Mean Annual Return
8.19
0.59
R-squared (against Standard Index)
68
61.13
Standard Deviation
10.06
8.92
Sharpe Ratio
0.54
N/A
Treynor Ratio
2.39
N/A
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